ranvar

There are other concepts named ranvar. See the entire list.

ranvar, montecarlo accumulator

The accumulator returns the empirical distribution of the sampled values. The target may be a scalar or a vector. In the vector case, one empirical ranvar is accumulated per line. With n Monte Carlo iterations, each observed path contributes 1 / n of probability mass. See How to choose a Monte Carlo sample count for guidance on selecting and validating the count.

r = poisson(3)
montecarlo 1000 with
  dev = random.ranvar(r)
  sample r2 = ranvar(dev)

show summary "Empirical ranvar" with
  mean(r2) as "Mean"
  dispersion(r2) as "Dispersion"

This outputs the following summary:

table T = extend.range(3)

montecarlo 100 with
  sample T.R = ranvar(random.normal(T.N, 0.1))

show table "Vector empirical ranvars" with
  T.N
  mean(T.R) as "Mean"
  dispersion(T.R) as "Dispersion"